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Signature Decomposition Method Applying to Pair Trading

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By Zihao Guo, Hanqing Jin, Jiaqi Kuang, Oxford-Octa Laboratory
| Wiley Online Library Verified
Conflicts of Interest The authors declare no conflicts of interest. Data Availability Statement The data that support the findings of this study are available from the corresponding author upon reasonable request. References , , and . 2017. “Machine Learning Models and Bankruptcy Prediction.” Expert Systems With Applications 83: 405–417. , , , and . 2023. “Optimal Stopping With Signatures.” Annals of Applied Probability 33, no. 1: 238–273. , and . 2022.
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